1 Answer
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In simple terms, the answer to "Do i need to create the separate tests to check this validation message?" is: Yes.

In general, it is advisable to create separate tests for each test case.

Reasons:

Combining several tests will make the tests more clumsy.

Unless it is a step in the test, you should not have an assert till
the final step validation.

Debugging the failures will become more complicated, if you keep
adding multiple validations from different paths to a single test.
The real complexity comes when you have to debug tens of failures
from random flaky tests, everyday.